Residual-based rank specification tests for AR-GARCH type models :: Elena Andreou :: Centre for Economic Policy Research 2013 :: OBNB, the Open British National Bibliography

Publication Data

Title Residual-based rank specification tests for AR-GARCH type models
Author Elena Andreou
Contributors Bas J. M. Werker, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2013
Publication location London
Language English

Topics

Econometrics
Investments :: Mathematical models
Economics :: Mathematical models

Catalogue Data

OBNB ID GBB5G7095
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.015195

ISBD

P1053 52 pages
P1042 Includes bibliographical references.

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Residual-based rank specification tests for AR-GARCH type models by Elena Andreou. Published by Centre for Economic Policy Research in 2013. Publication and catalogue information, links to buy online and reader comments.